National Settlement Depository

National Settlement Depository (NSD) is the central securities depository of the Russian Federation

National Clearing Centre

Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market

National Mercantile Exchange

Regulated commodity markets

Subscription Print version

24.01.2022 20:04

Risk Parameters Change for the Securities

The following risk parameters will be changed:

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
TXN-RM	35%	77%	27.01.2022 – 31.01.2022
NRG-RM	35%	77%	28.01.2022 – 01.02.2022
VLO-RM	35%	77%	01.02.2022 – 03.02.2022
COST-RM	35%	77%	02.02.2022 – 04.02.2022
JBHT-RM	35%	77%	02.02.2022 – 04.02.2022
STZ-RM	35%	77%	07.02.2022 – 09.02.2022

Ticker	PcL_max	PcH_max	New value effective for
TXN-RM	0.2	0.2	25.01.2022 – 27.01.2022
NRG-RM	0.2	0.2	26.01.2022 – 28.01.2022
VLO-RM	0.2	0.2	28.01.2022 – 01.02.2022
COST-RM	0.2	0.2	31.01.2022 – 02.02.2022
JBHT-RM	0.2	0.2	31.01.2022 – 02.02.2022
STZ-RM	0.2	0.2	03.02.2022 – 07.02.2022

Contacts for media
+7 (495) 363-3232
Public Relations Department

Contacts for clients
+7 (495) 232-3363
Feedback form